In Australia comsec.com.au, large financial institution. Solid financials. Easy to transfer money in and out. Has a regular bank account with it that earns above 4% interest when my money isn't in stocks.

In the USA scottrade.com, colleague uses them. Read some reviews of them vs etrade, tdameritrade etc. And scottrade has the least evil reviews based on my limited sample of what I read.

If you mean broker, I am in the United States and use Scottrade. I use them because their fees are low, their tools are good enough and their service is excellent -- especially because they have an office in my city where I can fill out transfer paperwork in front of an employee to reduce the chance of time-wasting mistakes.